A policy gradient algorithm for the risk-sensitive exponential cost MDP
Mehrdad Moharrami, Yashaswini Murthy, Arghyadip Roy, R. Srikant
| Year of publication: |
2025
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|---|---|
| Authors: | Moharrami, Mehrdad ; Murthy, Yashaswini ; Roy, Arghyadip ; Srikant, Rayadurgam |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 1, p. 431-458
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| Subject: | policy gradient theorem | reinforcement learning | risk-sensitive Markov decision processes | stochastic approximation | Theorie | Theory | Markov-Kette | Markov chain | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0139 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211728